+251.0%
DIA vs GE
+146.2%
+104.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -2.7% | -11.3% | +8.6% | +0.5% |
| 3M | +3.3% | -1.4% | +4.7% | +3.4% |
| 6M | +10.4% | +1.2% | +9.2% | +9.2% |
| YTD | +10.0% | +5.9% | +4.1% | +7.0% |
| 1Y | +16.2% | +18.4% | -2.2% | +9.2% |
| 3Y | +58.7% | +271.0% | -212.2% | +5.3% |
| 5Y | +63.6% | +417.9% | -354.4% | -3.5% |
| 10Y | +251.0% | +152.0% | +99.1% | +109.8% |
| All | +251.0% | +146.2% | +104.9% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling